CME Swiss Franc Future December 2017
| Trading Metrics calculated at close of trading on 25-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2017 |
25-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0187 |
1.0123 |
-0.0064 |
-0.6% |
1.0302 |
| High |
1.0199 |
1.0166 |
-0.0033 |
-0.3% |
1.0318 |
| Low |
1.0122 |
1.0094 |
-0.0028 |
-0.3% |
1.0186 |
| Close |
1.0149 |
1.0143 |
-0.0006 |
-0.1% |
1.0190 |
| Range |
0.0077 |
0.0072 |
-0.0005 |
-6.5% |
0.0132 |
| ATR |
0.0072 |
0.0072 |
0.0000 |
0.0% |
0.0000 |
| Volume |
23,563 |
35,577 |
12,014 |
51.0% |
128,159 |
|
| Daily Pivots for day following 25-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0350 |
1.0319 |
1.0183 |
|
| R3 |
1.0278 |
1.0247 |
1.0163 |
|
| R2 |
1.0206 |
1.0206 |
1.0156 |
|
| R1 |
1.0175 |
1.0175 |
1.0150 |
1.0191 |
| PP |
1.0134 |
1.0134 |
1.0134 |
1.0142 |
| S1 |
1.0103 |
1.0103 |
1.0136 |
1.0119 |
| S2 |
1.0062 |
1.0062 |
1.0130 |
|
| S3 |
0.9990 |
1.0031 |
1.0123 |
|
| S4 |
0.9918 |
0.9959 |
1.0103 |
|
|
| Weekly Pivots for week ending 20-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0627 |
1.0541 |
1.0263 |
|
| R3 |
1.0495 |
1.0409 |
1.0226 |
|
| R2 |
1.0363 |
1.0363 |
1.0214 |
|
| R1 |
1.0277 |
1.0277 |
1.0202 |
1.0254 |
| PP |
1.0231 |
1.0231 |
1.0231 |
1.0220 |
| S1 |
1.0145 |
1.0145 |
1.0178 |
1.0122 |
| S2 |
1.0099 |
1.0099 |
1.0166 |
|
| S3 |
0.9967 |
1.0013 |
1.0154 |
|
| S4 |
0.9835 |
0.9881 |
1.0117 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0307 |
1.0094 |
0.0213 |
2.1% |
0.0076 |
0.7% |
23% |
False |
True |
29,715 |
| 10 |
1.0346 |
1.0094 |
0.0252 |
2.5% |
0.0068 |
0.7% |
19% |
False |
True |
25,641 |
| 20 |
1.0392 |
1.0094 |
0.0298 |
2.9% |
0.0064 |
0.6% |
16% |
False |
True |
23,562 |
| 40 |
1.0681 |
1.0094 |
0.0587 |
5.8% |
0.0078 |
0.8% |
8% |
False |
True |
20,349 |
| 60 |
1.0683 |
1.0094 |
0.0589 |
5.8% |
0.0079 |
0.8% |
8% |
False |
True |
13,606 |
| 80 |
1.0696 |
1.0094 |
0.0602 |
5.9% |
0.0079 |
0.8% |
8% |
False |
True |
10,210 |
| 100 |
1.0696 |
1.0094 |
0.0602 |
5.9% |
0.0072 |
0.7% |
8% |
False |
True |
8,171 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0472 |
|
2.618 |
1.0354 |
|
1.618 |
1.0282 |
|
1.000 |
1.0238 |
|
0.618 |
1.0210 |
|
HIGH |
1.0166 |
|
0.618 |
1.0138 |
|
0.500 |
1.0130 |
|
0.382 |
1.0122 |
|
LOW |
1.0094 |
|
0.618 |
1.0050 |
|
1.000 |
1.0022 |
|
1.618 |
0.9978 |
|
2.618 |
0.9906 |
|
4.250 |
0.9788 |
|
|
| Fisher Pivots for day following 25-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0139 |
1.0150 |
| PP |
1.0134 |
1.0148 |
| S1 |
1.0130 |
1.0145 |
|